Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577389.9877 | 638498.55 | -61108.5623 | 3324.7185 | 85606.9049 | -82282.1865 |
Total P&L (%) | 577.39 | 638.4986 | -61.1086 | 3.3247 | 85.6069 | -82.2822 |
Avg Daily Profit (%) | 0.3126 | 0.3457 | -0.0331 | 0.0018 | 0.0335 | -0.0937 |
Buy And Hold Return (%) | 132.4094 | 132.4094 | 132.4094 | 132.4094 | 132.4094 | 132.4094 |
Max Trade Drawdown | -152619 | -60120 | -143397 | -485068 | -236292 | -271790 |
Profit Factor | 1.879 | 3.7638 | 0.8565 | 1.0026 | 1.152 | 0.8818 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.0303 | 57.5758 | 48.4848 | 53.0303 | 57.5758 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6643 | 2.7734 | 0.91 | 0.8881 | 0.8489 | 0.9369 |
Largest Winning Trade | 391094 | 391094 | 75992 | 154591 | 142801 | 154591 |
Largest Losing Trade | -65236 | -44548 | -65236 | -167220 | -167220 | -125296 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 78 | 70 | 89 | 78 | 70 | 89 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 3591 | 1640 | 1951 | 3591 | 1640 | 1951 |
Profit Streak | 56.9749 | 0 | 156.4749 | 56.9749 | 0 | 156.4749 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116880 | 562941 | -580427 | -703057 | -367942 | -580427 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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